Some of this works in obvious ways. Goofy or wacky worlds often jar if you try to introduce tragic themes, and worlds of stygian darkness can choke on some comic things. This can be tricky, as you do want comic relief or (as Terry Pratchett observed) tragic relief in your story if it's of any length; a world that sticks to one shade in the emotional palette is not only unconvincing but dull. It still has to harmonize, like, say, the grave-digger scene in Hamlet or the scene with the porter in MacBeth. Hamlet may complain of the grave-digger -- Has this fellow no feeling of his business, that he sings at grave-making? -- but Hamlet succeeds in being a tragedy despite it.
And some of the more fantastical possibilities jar, if mixed in with relentlessly mundane and gritty stuff. Not so much fillips of grace -- an angel appearing in a slum, perhaps -- as, oh, everyone in a dark, gritty, noir-ish setting having actual little angels and demons, one on each shoulder, advising him. (Audibly, perhaps, so everyone knows what you're wrestling with.)
If your world-building is taking a free hand with possibilities, doing wild, wonderful, wacky stuff, it may also make some political or economic themes -- infeasible. A society would be governed very differently if there were magical gates that could instantly dump you into another world; at the very least, questions of credit might get lively. Those can be very concrete in a given setting, but even abstract ideas, which extend the furthest into the wilder borders, have some issues. Loyalty, for instance. I was wrestling with a certain conflict stemming from unreciprocated loyalty and treachery, and I concluded that that world, it didn't work. Magic was too prone, in that world, to put all things in upheaval, for this particular idea to work. (Hmm. In a world where a man intended to blame upheaval for something. . . hmmm. . . . but nevertheless, that idea, too, even with that twist, would have not worked. I need another world for it, one that can hold it.)